CME Japanese Yen Future December 2011

Trading Metrics calculated at close of trading on 15-Aug-2011

Day Change Summary
	Previous	Current
	12-Aug-2011	15-Aug-2011	Change	Change %	Previous Week
Open	1.3037	1.3035	-0.0002	0.0%	1.2807
High	1.3096	1.3075	-0.0021	-0.2%	1.3138
Low	1.3017	1.3001	-0.0016	-0.1%	1.2781
Close	1.3049	1.3047	-0.0002	0.0%	1.3049
Range	0.0079	0.0074	-0.0005	-6.3%	0.0357
ATR	0.0136	0.0132	-0.0004	-3.3%	0.0000
Volume	891	123	-768	-86.2%	2,419

Daily Pivots for day following 15-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.3263	1.3229	1.3088
R3	1.3189	1.3155	1.3067
R2	1.3115	1.3115	1.3061
R1	1.3081	1.3081	1.3054	1.3098
PP	1.3041	1.3041	1.3041	1.3050
S1	1.3007	1.3007	1.3040	1.3024
S2	1.2967	1.2967	1.3033
S3	1.2893	1.2933	1.3027
S4	1.2819	1.2859	1.3006

Weekly Pivots for week ending 12-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.4060	1.3912	1.3245
R3	1.3703	1.3555	1.3147
R2	1.3346	1.3346	1.3114
R1	1.3198	1.3198	1.3082	1.3272
PP	1.2989	1.2989	1.2989	1.3027
S1	1.2841	1.2841	1.3016	1.2915
S2	1.2632	1.2632	1.2984
S3	1.2275	1.2484	1.2951
S4	1.1918	1.2127	1.2853

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.3138	1.2887	0.0251	1.9%	0.0123	0.9%	64%	False	False	428
10	1.3138	1.2484	0.0654	5.0%	0.0168	1.3%	86%	False	False	472
20	1.3138	1.2484	0.0654	5.0%	0.0138	1.1%	86%	False	False	315
40	1.3138	1.2250	0.0888	6.8%	0.0103	0.8%	90%	False	False	193
60	1.3138	1.2187	0.0951	7.3%	0.0077	0.6%	90%	False	False	136
80	1.3138	1.2131	0.1007	7.7%	0.0068	0.5%	91%	False	False	106
100	1.3138	1.1732	0.1406	10.8%	0.0058	0.4%	94%	False	False	88
120	1.3138	1.1732	0.1406	10.8%	0.0056	0.4%	94%	False	False	75

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0031
Narrowest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	1.3390
2.618	1.3269
1.618	1.3195
1.000	1.3149
0.618	1.3121
HIGH	1.3075
0.618	1.3047
0.500	1.3038
0.382	1.3029
LOW	1.3001
0.618	1.2955
1.000	1.2927
1.618	1.2881
2.618	1.2807
4.250	1.2687

Fisher Pivots for day following 15-Aug-2011
Pivot	1 day	3 day
R1	1.3044	1.3065
PP	1.3041	1.3059
S1	1.3038	1.3053

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These figures are updated between 7pm and 10pm EST after a trading day.

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